+24.0%
NET vs TJX
+110.0%
-86.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.3% | -4.0% | -5.0% |
| 7D | -21.2% | -2.0% | -19.2% | -20.1% |
| 30D | -31.1% | +1.1% | -32.3% | -32.3% |
| 3M | -16.5% | -13.1% | -3.5% | -7.6% |
| 6M | 0.0% | -10.0% | +10.0% | +5.5% |
| YTD | +24.0% | -8.9% | +33.0% | +26.3% |
| 1Y | +7.0% | -2.4% | +9.4% | +1.0% |
| 3Y | +279.6% | +58.4% | +221.2% | +95.1% |
| 5Y | +24.0% | +109.2% | -85.3% | -57.0% |
| All | +24.0% | +110.0% | -86.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TJX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling